lukaadzic

lukaadzic/option-implied-bubbles

Is the market above fair value? Option-implied bubble estimates for the S&P 500 and 26 US stocks, 1996-2023.

5 good first / help-wanted issues · TypeScript · last activity Sep 12, 2026

1 stars 1 forks 1 watchers TypeScript Apache License 2.0
asset-pricing data-visualization derivatives econometrics financial-analysis financial-bubbles numpy option-pricing options plotly put-call-parity python quant-research quantitative-finance react reproducible-research risk-neutral-valuation typescript
5 Open Issues Need Help Last updated: Sep 12, 2026

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documentation good first issue no finance background needed design
lukaadzic/option-implied-bubbles
1

Is the market above fair value? Option-implied bubble estimates for the S&P 500 and 26 US stocks, 1996-2023.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
enhancement help wanted methodology dashboard
lukaadzic/option-implied-bubbles
1

Is the market above fair value? Option-implied bubble estimates for the S&P 500 and 26 US stocks, 1996-2023.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
documentation good first issue no finance background needed
lukaadzic/option-implied-bubbles
1

Is the market above fair value? Option-implied bubble estimates for the S&P 500 and 26 US stocks, 1996-2023.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
documentation good first issue research
lukaadzic/option-implied-bubbles
1

Is the market above fair value? Option-implied bubble estimates for the S&P 500 and 26 US stocks, 1996-2023.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
enhancement help wanted dashboard
lukaadzic/option-implied-bubbles
1

Is the market above fair value? Option-implied bubble estimates for the S&P 500 and 26 US stocks, 1996-2023.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript